Robust statistical arbitrage strategies
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Publication:4991081
DOI10.1080/14697688.2020.1824077zbMath1466.91345OpenAlexW2996632454MaRDI QIDQ4991081
Eva Lütkebohmert, Julian Sester
Publication date: 2 June 2021
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2020.1824077
Related Items (2)
Statistical arbitrage: factor investing approach ⋮ Robust arbitrage conditions for financial markets
Uses Software
Cites Work
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